-11.2%
IEF vs ACI
+25.9%
-37.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -0.8% | +5.9% | -6.7% | -0.8% |
| 3M | -1.0% | -19.8% | +18.8% | -0.8% |
| 6M | -2.8% | -24.7% | +22.0% | -2.6% |
| YTD | -1.5% | -24.4% | +22.9% | -1.3% |
| 1Y | -0.4% | -31.5% | +31.1% | -0.1% |
| 3Y | +9.7% | -38.7% | +48.3% | +10.0% |
| 5Y | -8.3% | -42.8% | +34.5% | -8.0% |
| All | -11.2% | +25.9% | -37.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling